Regenerative Stochastic Simulation
22%
off

Regenerative Stochastic Simulation

By (author) 

Free delivery worldwide

Available. Dispatched from the UK in 1 business day
When will my order arrive?

Description

Simulation is a controlled statistical sampling technique that can be used to study complex stochastic systems when analytic and/or numerical techniques do not suffice. The focus of this book is on simulations of discrete-event stochastic systems; namely, simulations in which stochastic state transitions occur only at an increasing sequence of random times. The discussion emphasizes simulations on a finite or countably infinite state space.
show more

Product details

  • Hardback | 400 pages
  • 152.4 x 240.3 x 31mm | 905.72g
  • Academic Press Inc
  • San Diego, United States
  • English
  • 0126393605
  • 9780126393606

Table of contents

Preface. Discrete-Event Simulations. Regenerative Stochastic Processes. Regenerative Simulation. Networks of Queues. Passage Times. Simulations With Simultaneous Events. Appendix A. Limit Theorems for Stochastic Processes. Appendix B. Random Number Generation.
show more